Anic Equity¶

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Total return since start: 0.553 %¶

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Equity now: -----------------------------> 47447.02 Kr¶

Max Equity ever reached: ------------> 48629.89 Kr¶

Portfolio value: --------------------------> 46052.11 Kr¶

PnL: ---------------------------------------> -836.46 Kr¶

DD now: ---------------------------------> -2.432 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-01-19 09:55:22.158029'

Anic Portfolio¶

Today¶

Return: -0.958 %¶

This Week¶

Return: -0.182 %¶

Total¶

Return: 55.329 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
HEBA B 70 -2.860000 2730.000000 94.000000 3.570000 2636.000010
FM Mattsson Mora Group B 50 0.500000 3020.000000 93.000000 3.180000 2927.000000
Beijer Electronics Group 26 -2.980000 3052.400000 81.400000 2.740000 2971.000006
Corem Property Group B 59 -0.090000 637.200000 60.200000 10.430000 576.999999
Samhällsbyggnadsbo. i Norden B 20 -5.000000 402.400000 47.400000 13.350000 355.000000
Norva24 Group 16 0.620000 575.680000 32.680000 6.020000 543.000000
OEM International B 7 -0.620000 557.900000 29.900000 5.660000 527.999997
SAAB B 8 -0.140000 3396.800000 19.800000 0.590000 3377.000000
MedCap 2 -1.570000 439.000000 18.000000 4.280000 421.000000
HMS Networks 2 -3.040000 689.600000 16.600000 2.470000 673.000000
Intrum 4 -1.810000 542.800000 15.800000 3.000000 527.000000
Eastnine 4 -0.470000 505.600000 14.600000 2.970000 491.000000
Coor Service Management Hold. 8 -1.310000 544.400000 12.400000 2.330000 532.000000
Boozt 12 -3.480000 1663.200000 9.200000 0.560000 1653.999996
AcadeMedia 12 -1.390000 561.120000 4.120000 0.740000 557.000004
Creaspac SPAC 6 0.310000 580.800000 3.800000 0.660000 577.000002
Samhällsbyggnadsbo. i Norden D 12 -2.800000 249.600000 3.600000 1.460000 246.000000
Fastighetsbolag. Emilshus Pref 21 -0.740000 564.900000 2.900000 0.520000 562.000005
Resurs Holding 22 -1.100000 572.880000 -1.120000 -0.200000 573.999998
Swedbank A 3 -0.790000 562.650000 -1.350000 -0.240000 564.000000
Securitas B 6 -1.000000 568.560000 -1.440000 -0.250000 570.000000
Essity B 2 0.320000 572.000000 -2.000000 -0.350000 574.000000
Handelsbanken A 5 0.320000 542.750000 -3.250000 -0.600000 546.000000
Essity A 4 0.000000 1144.000000 -5.000000 -0.440000 1149.000000
Karnov Group 9 0.340000 530.100000 -5.900000 -1.100000 536.000004
Midsona B 63 0.000000 574.560000 -8.440000 -1.450000 582.999984
CTEK 13 -2.660000 519.480000 -14.520000 -2.720000 533.999999
Vivesto 1368 0.000000 569.910000 -43.090000 -7.030000 612.999432
International Petroleum Corp. 5 -3.120000 543.000000 -51.570000 -8.670000 594.565215
Nordea Bank Abp 29 -1.110000 3401.120000 -52.880000 -1.530000 3453.999992
Sampo Oyj SDB 7 -0.190000 3731.000000 -119.000000 -3.090000 3850.000000
Axfood 13 -0.720000 3602.300000 -153.700000 -4.090000 3756.000001
OX2 18 -1.590000 1503.000000 -161.000000 -9.680000 1663.999992
Fasadgruppen Group 35 0.910000 3479.000000 -332.000000 -8.710000 3810.999990
Ovzon 52 -2.090000 2922.400000 -439.600000 -13.080000 3361.999992
TOTAL 46052.110000 -836.460000 -2.43239% 46888.564618

Updated:¶

'2023-01-19 09:55:34.973849'
None

Last optimization/rebalancing:¶

'2023-01-02'

Next optimization/rebalancing:¶

'2023-02-10'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶